A new nonmonotone adaptive retrospective trust region method for unconstrained optimization problems (Q896192)
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English | A new nonmonotone adaptive retrospective trust region method for unconstrained optimization problems |
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A new nonmonotone adaptive retrospective trust region method for unconstrained optimization problems (English)
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14 December 2015
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This paper proposes a new method for resolving a nonlinear unconstrained optimization problem with a twice-differentiable objective profit function. The authors develop a non-monotone adaptive retrospective trust region method and thus prove the global convergence of the new algorithm with a super-linear rate of convergence. A monotone variant of the classical and retrospective ratios and new non-monotone ratios based on convex combinations of the monotone ones is introduced. The paper is improved finally by a numerical example to prove the efficiency and the effectiveness of the proposed theory.
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adaptive techniques
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non-monotone methods
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global convergence
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convex combinations
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nonlinear unconstrained optimization
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retrospective trust region method
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algorithm
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numerical example
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